-100.0%
SPXS vs INDA
+111.6%
-211.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | -0.6% |
| 7D | -1.5% | -1.0% | -0.6% | -2.9% |
| 30D | +3.7% | -2.5% | +6.2% | +0.1% |
| 3M | -9.6% | +4.0% | -13.6% | -3.8% |
| 6M | -32.4% | -1.8% | -30.6% | -32.0% |
| YTD | -28.7% | -9.2% | -19.5% | -35.3% |
| 1Y | -38.1% | -7.2% | -30.9% | -42.0% |
| 3Y | -80.1% | +9.8% | -90.0% | -74.4% |
| 5Y | -85.9% | +7.5% | -93.4% | -79.3% |
| 10Y | -99.5% | +80.8% | -180.3% | -97.6% |
| All | -100.0% | +111.6% | -211.6% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling